-100.0%
SOXS vs WAT
+520.0%
-620.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -7.3% |
| 7D | -15.6% | -0.7% | -14.9% | -16.8% |
| 30D | +4.8% | -1.0% | +5.7% | +3.1% |
| 3M | -21.6% | +10.9% | -32.5% | -5.4% |
| 6M | -99.3% | +33.2% | -132.5% | -99.2% |
| YTD | -99.5% | +6.1% | -105.6% | -99.6% |
| 1Y | -99.8% | +30.2% | -130.0% | -99.7% |
| 3Y | -100.0% | +52.9% | -152.9% | -100.0% |
| 5Y | -100.0% | -5.1% | -94.9% | -100.0% |
| 10Y | -100.0% | +152.6% | -252.6% | -100.0% |
| All | -100.0% | +520.0% | -620.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling